PM цепочка опционов Philip Morris International Inc.
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±26.6% (138.00–237.90) · ATM IV 29.6% · P/C открытого интереса 0.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 91.00 | 96.00 | 170 | 40.0% | 0.99 | 0.0008 | 0.000 | 95 | 1.00 | 1.90 | 21 | 38.0% | -0.04 | 0.0010 | -0.006 | ||
| 86.50 | 90.00 | 265 | 0.98 | 0.0012 | 0.000 | 100 | 0.2500 | 3.10 | 115 | 36.7% | -0.05 | 0.0012 | -0.007 | |||
| 82.20 | 85.50 | 40 | 36.3% | 0.96 | 0.0016 | 0.000 | 105 | 0.5500 | 2.70 | 12 | 34.1% | -0.06 | 0.0015 | -0.008 | ||
| 77.00 | 81.00 | 53 | 35.2% | 0.95 | 0.0018 | -0.001 | 110 | 2.05 | 3.20 | 28 | 35.9% | -0.07 | 0.0017 | -0.009 | ||
| 72.90 | 76.60 | 32 | 34.7% | 0.93 | 0.0020 | -0.002 | 115 | 1.25 | 3.60 | 31 | 32.8% | -0.08 | 0.0020 | -0.011 | ||
| 69.50 | 72.50 | 77 | 35.8% | 0.92 | 0.0022 | -0.004 | 120 | 3.40 | 4.20 | 256 | 34.8% | -0.09 | 0.0023 | -0.012 | ||
| 65.50 | 68.50 | 36 | 35.5% | 0.90 | 0.0025 | -0.005 | 125 | 2.00 | 5.10 | 119 | 331 | 31.8% | -0.11 | 0.0026 | -0.013 | |
| 61.50 | 64.50 | 129 | 35.0% | 0.88 | 0.0028 | -0.007 | 130 | 4.60 | 7.40 | 92 | 35.4% | -0.13 | 0.0029 | -0.014 | ||
| 57.50 | 60.50 | 35 | 34.1% | 0.86 | 0.0032 | -0.009 | 135 | 3.50 | 6.70 | 28 | 31.1% | -0.15 | 0.0032 | -0.015 | ||
| 53.00 | 57.00 | 100 | 33.7% | 0.84 | 0.0035 | -0.010 | 140 | 4.50 | 9.50 | 244 | 32.4% | -0.17 | 0.0036 | -0.016 | ||
| 49.30 | 53.50 | 201 | 32.8% | 0.82 | 0.0038 | -0.012 | 145 | 7.00 | 8.90 | 172 | 31.7% | -0.19 | 0.0039 | -0.017 | ||
| 46.50 | 50.00 | 188 | 32.9% | 0.80 | 0.0042 | -0.013 | 150 | 7.50 | 10.30 | 401 | 30.8% | -0.21 | 0.0043 | -0.018 | ||
| 43.50 | 46.50 | 189 | 32.7% | 0.77 | 0.0045 | -0.015 | 155 | 10.50 | 11.60 | 165 | 31.7% | -0.23 | 0.0046 | -0.019 | ||
| 40.00 | 43.50 | 26 | 247 | 32.2% | 0.75 | 0.0049 | -0.016 | 160 | 12.00 | 13.10 | 1 | 111 | 31.2% | -0.26 | 0.0049 | -0.020 |
| 37.00 | 39.90 | 502 | 31.5% | 0.72 | 0.0052 | -0.017 | 165 | 13.70 | 15.20 | 127 | 31.2% | -0.29 | 0.0052 | -0.020 | ||
| 34.00 | 37.10 | 3 | 162 | 31.2% | 0.69 | 0.0055 | -0.018 | 170 | 15.50 | 16.60 | 67 | 30.6% | -0.32 | 0.0056 | -0.021 | |
| 31.00 | 35.00 | 111 | 31.2% | 0.66 | 0.0057 | -0.019 | 175 | 17.30 | 18.60 | 452 | 30.2% | -0.34 | 0.0058 | -0.021 | ||
| 28.50 | 31.50 | 131 | 30.4% | 0.64 | 0.0060 | -0.020 | 180 | 19.40 | 20.70 | 198 | 29.8% | -0.38 | 0.0061 | -0.022 | ||
| 26.10 | 29.00 | 10 | 176 | 30.2% | 0.61 | 0.0062 | -0.021 | 185 | 21.70 | 23.50 | 54 | 29.9% | -0.41 | 0.0063 | -0.022 | |
| 23.50 | 26.80 | 127 | 29.8% | 0.57 | 0.0063 | -0.021 | 190 | 24.20 | 25.40 | 177 | 29.3% | -0.44 | 0.0065 | -0.022 | ||
| 20.90 | 25.50 | 125 | 29.9% | 0.54 | 0.0065 | -0.021 | 195 | 25.00 | 28.40 | 23 | 28.2% | -0.47 | 0.0067 | -0.022 | ||
| 19.60 | 22.20 | 251 | 29.4% | 0.51 | 0.0066 | -0.022 | 200 | 27.50 | 31.20 | 44 | 27.9% | -0.50 | 0.0068 | -0.021 | ||
| 15.30 | 18.50 | 653 | 28.5% | 0.45 | 0.0066 | -0.022 | 210 | 33.50 | 38.50 | 53 | 28.3% | -0.57 | 0.0069 | -0.021 | ||
| 11.60 | 16.40 | 290 | 28.7% | 0.40 | 0.0065 | -0.021 | 220 | 40.00 | 45.00 | 3 | 27.8% | -0.63 | 0.0070 | -0.019 | ||
| 8.90 | 13.50 | 204 | 27.9% | 0.34 | 0.0063 | -0.020 | 230 | 47.50 | 51.70 | 27.4% | -0.69 | 0.0069 | -0.017 | |||
| 7.30 | 10.40 | 88 | 27.4% | 0.29 | 0.0059 | -0.019 | 240 | 55.00 | 59.40 | 26.9% | -0.75 | 0.0068 | -0.015 | |||
| 6.70 | 8.30 | 274 | 27.8% | 0.25 | 0.0055 | -0.017 | 250 | 63.50 | 67.00 | 1 | 26.2% | -0.81 | 0.0067 | -0.014 | ||
| 3.40 | 6.70 | 17 | 26.0% | 0.21 | 0.0050 | -0.015 | 260 | 72.00 | 76.00 | 26.0% | -0.86 | 0.0064 | -0.012 | |||
| 2.10 | 5.40 | 6 | 25.8% | 0.17 | 0.0045 | -0.013 | 270 | 81.50 | 85.00 | 25.9% | -0.91 | 0.0055 | -0.008 | |||
| 1.30 | 4.40 | 161 | 25.4% | 0.14 | 0.0040 | -0.012 | 280 | 90.50 | 94.50 | 1 | 25.4% | -0.95 | 0.0042 | -0.002 | ||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Jan 21, 2028
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.